๐Ÿ“Š ์„ฑ๊ณผ์ง€ํ‘œ ์š”์•ฝ

CAGR ๋ˆ„์ ์ˆ˜์ต๋ฅ  ์—ฐ๊ฐ„๋ณ€๋™์„ฑ ์ƒคํ”„๋น„์œจ ์ตœ๋Œ€๋‚™ํญ ์นผ๋งˆ๋น„์œจ
Magic Formula_์ •์ƒ๊ธฐ์—… 18.73% 573.53% 0.367483 0.509797 -0.074451 2.516298
Magic Formula_์ „์ฒด๊ธฐ์—… 18.74% 573.97% 0.367442 0.510046 -0.074451 2.517248
EV/EBITDA_์ •์ƒ๊ธฐ์—… 21.69% 933.03% 0.281153 0.771347 -0.050093 4.329324
EV/EBITDA_์ „์ฒด๊ธฐ์—… 21.52% 922.2% 0.275117 0.782299 -0.044932 4.789942
Momentum 12m_์ •์ƒ๊ธฐ์—… 29.16% 1854.15% 0.259514 1.123817 -0.021706 13.436469
Momentum 12m_์ „์ฒด๊ธฐ์—… 29.09% 1842.21% 0.259265 1.122119 -0.018093 16.079874
F-score_์ •์ƒ๊ธฐ์—… 2.93% 24.19% 0.159094 0.184144 -0.161530 0.181367
F-score_์ „์ฒด๊ธฐ์—… 2.93% 24.19% 0.159094 0.184144 -0.161530 0.181367
QMJ_์ •์ƒ๊ธฐ์—… 11.08% 199.86% 0.201547 0.549805 -0.022820 4.855813
QMJ_์ „์ฒด๊ธฐ์—… 10.64% 186.94% 0.204935 0.519048 -0.061302 1.735201
LowVol_์ •์ƒ๊ธฐ์—… 4.9% 69.33% 0.133236 0.368084 -0.003628 13.518017
LowVol_์ „์ฒด๊ธฐ์—… 4.9% 69.33% 0.133236 0.368084 -0.003628 13.518017
FF3 Strategy_์ •์ƒ๊ธฐ์—… 5.8% 101.97% 0.127285 0.455435 -0.052826 1.097365
FF3 Strategy_์ „์ฒด๊ธฐ์—… 5.86% 106.18% 0.127298 0.460432 -0.036810 1.592271

๐Ÿ” ์ •์ƒ๊ธฐ์—… vs ์ „์ฒด๊ธฐ์—… ์„ฑ๊ณผ ๋น„๊ต

์ „๋žต ์ •์ƒ๊ธฐ์—…_CAGR(%) ์ „์ฒด๊ธฐ์—…_CAGR(%) CAGR_์ฐจ์ด ์ •์ƒ๊ธฐ์—…_์ƒคํ”„ ์ „์ฒด๊ธฐ์—…_์ƒคํ”„ ์ƒคํ”„_์ฐจ์ด
Magic Formula 18.73% 18.74% -0.01%p 0.510 0.510 -0.000
EV/EBITDA 21.69% 21.52% +0.16%p 0.771 0.782 -0.011
Momentum 12m 29.16% 29.09% +0.07%p 1.124 1.122 +0.002
F-score 2.93% 2.93% +0.00%p 0.184 0.184 +0.000
QMJ 11.08% 10.64% +0.44%p 0.550 0.519 +0.031
LowVol 4.90% 4.90% +0.00%p 0.368 0.368 +0.000
FF3 Strategy 5.80% 5.86% -0.06%p 0.455 0.460 -0.005